Articles in "Shipping and Transport"

Supply risk in fragile contracts

This research on the interrelated issues of demand, spot prices and contract breach risks yielded the following strategic insights.

Updated: 22/09/2011
Comments:
Views: 861

Estimating the probability of default for shipping high yield bond issues

Author(s):

Costas Grammenos

 et al.
Topic:
Finance

This paper uses a binary logit model to predict the probability of default for high yield bonds issued by shipping companies.

Updated: 22/09/2011
Comments:
Views: 2,098

Optimal portfolio selection and index tracking for the shipping equity and freight rate markets

Author(s):

Kostas Andriosopoulos

 et al.
Topic:
Finance

This paper reproduces the performance of two international shipping stock indexes and two physical shipping indexes by investing only in stock portfolios that our algorithms determine.

Updated: 22/09/2011
Comments:
Views: 1,192

Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds

Author(s):

Costas Grammenos

 et al.
Topic:
Finance

This paper investigates factors that can explain the dynamics of yield premia on seasoned high yield bonds of shipping companies.

Updated: 22/09/2011
Comments:
Views: 1,495